+31.4%
CORZ vs RVMD
+430.6%
-399.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +8.4% | +1.0% | +7.3% | +8.2% |
| 30D | -17.8% | +6.4% | -24.3% | -18.4% |
| 3M | -35.9% | +34.9% | -70.8% | -37.7% |
| 6M | +12.9% | +107.6% | -94.6% | +6.6% |
| YTD | +22.9% | +163.7% | -140.8% | +16.8% |
| 1Y | +31.4% | +439.2% | -407.9% | +30.9% |
| All | +31.4% | +430.6% | -399.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling